+328.7%
GGLL vs SHAK
+53.2%
+275.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -13.7% | -6.6% | -7.1% | -12.0% |
| 3M | -21.9% | +30.1% | -51.9% | -28.5% |
| 6M | +11.7% | -28.7% | +40.4% | +20.3% |
| YTD | +2.3% | -14.5% | +16.8% | +3.0% |
| 1Y | +76.2% | -31.9% | +108.0% | +90.1% |
| 3Y | +245.0% | -1.0% | +245.9% | +220.4% |
| All | +328.7% | +53.2% | +275.5% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling